+365.8%
TTD vs IWD
+201.7%
+164.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.7% |
| 7D | +1.7% | -0.2% | +1.9% | +2.1% |
| 30D | +1.6% | -0.8% | +2.4% | +2.9% |
| 3M | -27.8% | +8.0% | -35.9% | -35.4% |
| 6M | -52.1% | +18.2% | -70.3% | -62.6% |
| YTD | -63.1% | +22.3% | -85.4% | -72.7% |
| 1Y | -73.1% | +28.9% | -101.9% | -81.5% |
| 3Y | -83.3% | +71.5% | -154.8% | -92.4% |
| 5Y | -80.6% | +73.6% | -154.2% | -90.6% |
| All | +365.8% | +201.7% | +164.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling